Passus S.A. APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:68.45% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 2.84 | |
| 0.0447 | 5.72 | |
| 0.9142 | 143.86 | |
| -0.1289 | -4.62 | |
| 2.5283 | 11.70 |
Estimation Period:
Jul 30, 2018 to Feb 13, 2026
Jul 30, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities